A large number of posts in this blog are my columns published in the Singaporean newspaper called “Today,” and in a well-known quantitative finance magazine called The Wilmott Magazine. These published (and upcoming) columns are blogged here for your reading pleasure.
The lessons we need to learn and a sneak preview of the upcoming changes that are sure to impact those of us in the financial industry. Here is the last excerpt from my next column to appear in the Wilmott Magazine in March.
How free is free market? Less than you think. Here is why. Another excerpt from my next column to appear in the Wilmott Magazine.
Are quants to blame for the financial mess our banks are in now? I don’t think so. Here is another excerpt from my next column to appear in the Wilmott Magazine.
The paradigms employed for managing credit and market risks proved inadequate during the credit crunch and the ensuing meltdown. Here is another excerpt from my next column to appear in the Wilmott Magazine.
Ever wonder why those airfares are quick to climb, but slow to land? One word — hedging. Here is another excerpt from my next column to appear in the Wilmott Magazine.
More on the systemic reasons behind the financial meltdown. Here is another excerpt from my next column to appear in the Wilmott Magazine.
Was corporate greed to blame for the financial debacle we are in? Perhaps. Here is an excerpt from my next column to appear in the Wilmott Magazine.
This article appeared in the Wilmott Magazine in Jan 2009, and talks not quite about the chaos and uncertainty of the last few months in finance industry can be summarized in two words. It is more about the physics concepts bearing the same names, and how they can be applied to the turmoil in the financial and economic world.
Here is a look at the causes and effects of the surge in food and energy prices. Among the myriad of economic reasons conjectured to be behind this so-called silent tsunami, I feel that the influx of institutional investment and speculation is the most likely cause. I present my personal views in this article. Originally written for the Wilmott Magazine, this article contains a bit of technical analysis.
I wrote this piece on the World Malayalee Conference 2008 for a Singaporean newspaper. I was away in India during the conference (22-25 August, 2008) and did not see it in print. This post is about my home state of Kerala, its language Malayalam, and those who speak it – the Malayalees. If those words make no sense to you, you may not be interested in this post.
This article, to appear in the Wilmott Magazine, discusses the issues involved in rolling out a pricing model as a deployed platform for trading. Although of more direct interest to the practitioners, this article may appeal to those who find the mysterious field of global markets intriguing.
[…] The financial industry keeps up with the developments in the computer industry for one simple reason. Stronger computers and smarter programs mean more money — a concept we readily grasp. As we use the latest and greatest in computer technology and pour money into it, we fuel further developments in the computing field. In other words, not only did we start the fire, we actively fan it as well. But it is not a bad fire; the positive feedback loop that we helped set up has served both the industries well. […]
Published in the Wilmott Magazine in May 2008 under the title “Stress Test,” this piece looks at the incredible levels of endurance and resilience demanded of quantitative and trading professionals. It is anthology of my columns on work-life issues that appeared in the Today paper, adapted to the risky and rewarding lives of quants and other front office professionals.